Differentially Private Nonparametric Hypothesis Testing
This work addresses the need for privacy-preserving statistical tools in data mining and scientific research, offering significant gains in power for nonparametric tests.
The authors tackled the problem of performing differentially private hypothesis tests for independence between categorical and continuous variables, and developed private analogues of nonparametric tests that achieved large improvements in statistical power compared to prior work.
Hypothesis tests are a crucial statistical tool for data mining and are the workhorse of scientific research in many fields. Here we study differentially private tests of independence between a categorical and a continuous variable. We take as our starting point traditional nonparametric tests, which require no distributional assumption (e.g., normality) about the data distribution. We present private analogues of the Kruskal-Wallis, Mann-Whitney, and Wilcoxon signed-rank tests, as well as the parametric one-sample t-test. These tests use novel test statistics developed specifically for the private setting. We compare our tests to prior work, both on parametric and nonparametric tests. We find that in all cases our new nonparametric tests achieve large improvements in statistical power, even when the assumptions of parametric tests are met.